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JP Morgan Put 42.5 NWT 19.07.2024/  DE000JB5C5R9  /

EUWAX
2024-06-06  10:56:23 AM Chg.0.000 Bid9:35:12 PM Ask9:35:12 PM Underlying Strike price Expiration date Option type
0.004EUR 0.00% 0.005
Bid Size: 50,000		 0.015
Ask Size: 50,000		 WELLS FARGO + CO.DL ... 42.50 - 2024-07-19 Put
 

Master data

WKN: JB5C5R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Put
Strike price: 42.50 -
Maturity: 2024-07-19
Issue date: 2023-11-20
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -385.46
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.20
Parity: -1.15
Time value: 0.01
Break-even: 42.36
Moneyness: 0.79
Premium: 0.22
Premium p.a.: 4.22
Spread abs.: 0.01
Spread %: 250.00%
Delta: -0.04
Theta: -0.01
Omega: -15.95
Rho: 0.00
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -42.86%
3 Months
  -86.21%
YTD
  -96.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.004
1M High / 1M Low: 0.007 0.004
6M High / 6M Low: 0.220 0.004
High (YTD): 2024-01-18 0.150
Low (YTD): 2024-06-05 0.004
52W High: - -
52W Low: - -
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.059
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   262.02%
Volatility 6M:   208.31%
Volatility 1Y:   -
Volatility 3Y:   -